Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Michel C. R. Leles"'
Autor:
Emerson A. Silva, Leonardo A. Mozelli, Michel C. R. Leles, Víctor C. S. Campos, Guilherme Palazzo
Publikováno v:
2023 IEEE International Systems Conference (SysCon).
Publikováno v:
2023 IEEE International Systems Conference (SysCon).
Autor:
Michel C. R. Leles, Marcos Vinicius Lopes Pereira, Cairo Lucio Nascimento Junior, Elton F. Sbruzzi, Robert Aldo Iquiapaza
Publikováno v:
IEEE Latin America Transactions. 18:1707-1714
Artificial multi-agent systems can be applied to replicate complex processes, including the stock market. In this manuscript, an artificial stock market was simulated. Heterogeneous agents are set to trade by using different investiment strategies th
Autor:
Homero Nogueira Guimarães, Leonardo Amaral Mozelli, Elton F. Sbruzzi, Cairo Lucio Nascimento Junior, Michel C. R. Leles
Publikováno v:
IEEE Systems Journal. 14:1468-1478
A new trading system (TS) is proposed in this paper, based on singular spectrum analysis (SSA) and on a decision-making process that relies on performance measures adjusted by profit and risk. The aim is to contribute to the literature of technical a
Autor:
Elton F. Sbruzzi, Adriano S. Vale-Cardoso, Cairo L. Nascimento, Homero Nogueira Guimarães, Michel C. R. Leles, Mariana Geny Moreira
Publikováno v:
Statistics and Its Interface. 12:527-536
Autor:
Mariana Geny Moreira, Andre R. Fonseca, Elton F. Sbruzzi, Cairo L. Nascimento, Michel C. R. Leles, Adriano S. Vale-Cardoso, Marcos Vinicius Lopes Pereira
Publikováno v:
SysCon
The stock price movements result from many factors that are often difficult to be detected and modelled. The investigation of price trends and the use of the information available to evaluate investments and identify trading opportunities can be prom
Autor:
Michel C. R. Leles, Cairo L. Nascimento, Elton F. Sbruzzi, Mariana Geny Moreira, Homero Nogueira Guimarães, Pedro Daniel de Cerqueira Gava, Adriano S. Vale-Cardoso
Publikováno v:
SysCon
Singular Spectrum Analysis (SSA) is a non parametric approach that can be used to decompose a time series into trends, oscillations and noise. In online applications, the SSA algorithm must be recalculated for each new sample available. The so called
Autor:
Michel C. R. Leles, Leonardo Amaral Mozelli, João Pedro Hallack Sansão, Homero Nogueira Guimarães
Publikováno v:
SoftwareX, Vol 8, Iss, Pp 26-32 (2018)
The Singular Spectrum Analysis (SSA) is powerful method, capable of working with arbitrary statistical process and it is adaptive to the underlaying data. Many variations of the standard methodology have been prosed in recent years improving the perf
Improving reconstruction of time-series based in Singular Spectrum Analysis: A segmentation approach
Autor:
Homero Nogueira Guimarães, João Pedro Hallack Sansão, Michel C. R. Leles, Leonardo Amaral Mozelli
Publikováno v:
Digital Signal Processing. 77:63-76
Singular Spectrum Analysis (SSA) is a powerful non-parametric framework to analysis and enhancement of time-series. SSA may be capable of decomposing a time-series into its meaningful components: trends, oscillations and noise. However, if the signal
Publikováno v:
2019 IEEE 10th Annual Information Technology, Electronics and Mobile Communication Conference (IEMCON).
A large effort has been made for improving the quality of electric power in the last years. More often, the studies concern over methods and techniques to enhance monitoring systems. One of the major relevance is the fundamental frequency estimation,